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A C++ program to calculate and manipulate single and matrix of option prices and Greeks.

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Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
BaseOption.cpp		BaseOption.cpp
BaseOption.hpp		BaseOption.hpp
Documentation.docx		Documentation.docx
EuropeanOption.cpp		EuropeanOption.cpp
EuropeanOption.hpp		EuropeanOption.hpp
Main.cpp		Main.cpp
README.md		README.md

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Option Price Calculator

(Boost Library required)

A C++ program to calculate and manipulate single and matrix of option prices and Greeks.

This was my final project for the “C++ Programming for Financial Engineering” Certificate by the Baruch MFE and Dr. Daniel Duffy, where I received Certificate of Completion with Distinction.

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A C++ program to calculate and manipulate single and matrix of option prices and Greeks.

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C++ 100.0%